Quasi-Stationary Distributions Markov Chains, Diffusions and Dynamical Systems /

• Main Authors: Collet, Pierre (Author), Martínez, Servet (Author), San Martín, Jaime (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Series: Probability and Its Applications,
• Subjects: Mathematics.; Dynamics.; Ergodic theory.; Partial differential equations.; Probabilities.; Biomathematics.; Probability Theory and Stochastic Processes.; Dynamical Systems and Ergodic Theory.; Genetics and Population Dynamics.; Partial Differential Equations.

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned...

Table of Contents:

• 1.Introduction
• 2.Quasi-stationary Distributions: General Results
• 3.Markov Chains on Finite Spaces
• 4.Markov Chains on Countable Spaces
• 5.Birth and Death Chains
• 6.Regular Diffusions on [0,∞)
• 7.Infinity as Entrance Boundary
• 8.Dynamical Systems
• References
• Index
• Table of Notations
• Citations Index. .